I've added support for a --data command line parameter in the latest beta (20080619). To use it: * Copy the folder C:\Program Files\Sublime Text to the USB key, or install it there. * Copy your Application Data\Sublime Text folder to the USB key, so it resides at something along the lines of E:\Sublime Text Data (Optional, but do this if you want to keep your current settings) * Run Sublime Text off the USB key with --data "E:\Sublime Text Data" on the command line